A short course on fast multipole methods

In this series of lectures, we describe the analytic and computational foundations of fast multipole methods, as well as some of their applications. They are most easily understood, perhaps, in the case of particle simulations, where they reduce the cost of computing all pairwise interactions in a system of N particles from O(N) to O(N) or O(N logN) operations. They are equally useful, however, in solving certain partial differential equations by first recasting them as integral equations. We will draw heavily from the existing literature, especially Greengard [23, 24, 25]; Greengard and Rokhlin [29, 32]; Greengard and Strain [34].